Currently, toy building blocks are widely fond as an education type toy which is used to stimulate children's imagination and creativity. In the conventional toy building blocks, the connection between two toy building blocks is mainly implemented through engaging a cylinder protruding from one building block with a containing slot of another building block. Since the engagement is not sufficiently tight, the building blocks tend to fall from the connection therebetween, and it greatly affects users' experiences and enjoyments. In another conventional art, special screw bolt modules may be used to connect two building blocks, thereby guaranteeing the tightness of the connection between the building blocks. However, since the connection method using special screw bolt modules will increase the complexity of building block assembling process, the difficulty in assembling building blocks is increased, and special tools are needed in the assembling/disassembling process, thus users' experiences and enjoyments are affected.